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Quant Developer

  • London WC2E
  • £500 - £500 GBP / Year

iBSC

Job Summary by the careerbalance.co.uk Team:

140Job Description:

  • We can get 1 person each with FX/EQ Derivatives modelling or validation experience or both with one of them (FX or EQ)
  • FX Derivatives Products – FX Forward, FX Options (Vanilla, Barrier), TARP
  • Equity Derivative Products – EQ Forward, EQ Options (Vanilla, Multi-asset)
  • Potential Future Exposure (PFE), Sensitivities (Delta, Vega, Curvature), Pricing Models for FX or/and Equity Derivative products, Diffusion Process (GBM), Volatility Smiles
  • Strong Python expertise is a must
  • Experience on FINCAD is nice to have

Location: London

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